DFSCX vs. SWPPX
Compare and contrast key facts about DFA U.S. Micro Cap Portfolio (DFSCX) and Schwab S&P 500 Index Fund (SWPPX).
DFSCX is managed by Dimensional. It was launched on Dec 23, 1981. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
DFSCX vs. SWPPX - Performance Comparison
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DFSCX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 1.62% | 9.65% | 11.43% | 17.93% | -12.49% | 33.70% | 6.61% | 20.68% | -11.60% | 10.92% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, DFSCX achieves a 1.62% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, DFSCX has underperformed SWPPX with an annualized return of 9.92%, while SWPPX has yielded a comparatively higher 13.71% annualized return.
DFSCX
- 1D
- -0.81%
- 1M
- -5.81%
- YTD
- 1.62%
- 6M
- 3.98%
- 1Y
- 22.54%
- 3Y*
- 12.53%
- 5Y*
- 7.14%
- 10Y*
- 9.92%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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DFSCX vs. SWPPX - Expense Ratio Comparison
DFSCX has a 0.41% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
DFSCX vs. SWPPX — Risk / Return Rank
DFSCX
SWPPX
DFSCX vs. SWPPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Micro Cap Portfolio (DFSCX) and Schwab S&P 500 Index Fund (SWPPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DFSCX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.84 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.30 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.06 | +0.35 |
Martin ratioReturn relative to average drawdown | 5.67 | 5.14 | +0.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFSCX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.84 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.68 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.76 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.48 | +0.11 |
Correlation
The correlation between DFSCX and SWPPX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFSCX vs. SWPPX - Dividend Comparison
DFSCX's dividend yield for the trailing twelve months is around 0.94%, less than SWPPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 0.94% | 1.03% | 0.97% | 2.48% | 5.16% | 10.77% | 0.87% | 2.80% | 5.50% | 5.05% | 0.90% | 6.33% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
DFSCX vs. SWPPX - Drawdown Comparison
The maximum DFSCX drawdown since its inception was -63.07%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for DFSCX and SWPPX.
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Drawdown Indicators
| DFSCX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.07% | -55.06% | -8.01% |
Max Drawdown (1Y)Largest decline over 1 year | -13.51% | -12.10% | -1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -27.01% | -24.51% | -2.50% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -33.80% | -13.08% |
Current DrawdownCurrent decline from peak | -7.45% | -8.89% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -10.00% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 2.49% | +0.97% |
Volatility
DFSCX vs. SWPPX - Volatility Comparison
DFA U.S. Micro Cap Portfolio (DFSCX) has a higher volatility of 5.39% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.29%. This indicates that DFSCX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSCX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 4.29% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 12.53% | 9.11% | +3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.14% | 18.14% | +4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.09% | 16.89% | +4.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.63% | 18.19% | +4.44% |